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NYVTX vs. VWRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NYVTX vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis New York Venture Fund (NYVTX) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

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NYVTX vs. VWRD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYVTX
Davis New York Venture Fund
-0.07%26.83%17.27%30.14%-17.54%12.47%11.42%30.99%-12.99%22.18%
VWRD.L
Vanguard FTSE All-World UCITS ETF
-1.38%22.38%17.65%22.31%-18.19%18.52%16.13%25.67%-9.70%24.36%

Returns By Period

In the year-to-date period, NYVTX achieves a -0.07% return, which is significantly higher than VWRD.L's -1.38% return. Over the past 10 years, NYVTX has outperformed VWRD.L with an annualized return of 12.57%, while VWRD.L has yielded a comparatively lower 11.63% annualized return.


NYVTX

1D
2.34%
1M
-3.99%
YTD
-0.07%
6M
7.52%
1Y
24.23%
3Y*
22.27%
5Y*
9.27%
10Y*
12.57%

VWRD.L

1D
2.93%
1M
-3.97%
YTD
-1.38%
6M
2.06%
1Y
22.03%
3Y*
17.54%
5Y*
9.72%
10Y*
11.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NYVTX vs. VWRD.L - Expense Ratio Comparison

NYVTX has a 0.89% expense ratio, which is higher than VWRD.L's 0.22% expense ratio.


Return for Risk

NYVTX vs. VWRD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NYVTX
NYVTX Risk / Return Rank: 7878
Overall Rank
NYVTX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
NYVTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
NYVTX Omega Ratio Rank: 7474
Omega Ratio Rank
NYVTX Calmar Ratio Rank: 8282
Calmar Ratio Rank
NYVTX Martin Ratio Rank: 8484
Martin Ratio Rank

VWRD.L
VWRD.L Risk / Return Rank: 7979
Overall Rank
VWRD.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NYVTX vs. VWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund (NYVTX) and Vanguard FTSE All-World UCITS ETF (VWRD.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


NYVTXVWRD.LDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.42

-0.08

Sortino ratio

Return per unit of downside risk

1.92

1.98

-0.07

Omega ratio

Gain probability vs. loss probability

1.29

1.29

0.00

Calmar ratio

Return relative to maximum drawdown

2.08

2.47

-0.39

Martin ratio

Return relative to average drawdown

8.93

9.84

-0.90

NYVTX vs. VWRD.L - Sharpe Ratio Comparison

The current NYVTX Sharpe Ratio is 1.34, which is comparable to the VWRD.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of NYVTX and VWRD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NYVTXVWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.42

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.64

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.74

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.76

-0.28

Correlation

The correlation between NYVTX and VWRD.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

NYVTX vs. VWRD.L - Dividend Comparison

NYVTX's dividend yield for the trailing twelve months is around 11.47%, more than VWRD.L's 1.40% yield.


TTM20252024202320222021202020192018201720162015
NYVTX
Davis New York Venture Fund
11.47%11.46%21.31%7.92%7.48%21.93%5.88%7.54%24.08%8.32%12.85%22.97%
VWRD.L
Vanguard FTSE All-World UCITS ETF
1.40%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Drawdowns

NYVTX vs. VWRD.L - Drawdown Comparison

The maximum NYVTX drawdown since its inception was -58.56%, which is greater than VWRD.L's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for NYVTX and VWRD.L.


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Drawdown Indicators


NYVTXVWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.56%

-33.83%

-24.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-11.45%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-26.02%

-6.60%

Max Drawdown (10Y)

Largest decline over 10 years

-36.98%

-33.83%

-3.15%

Current Drawdown

Current decline from peak

-5.52%

-5.54%

+0.02%

Average Drawdown

Average peak-to-trough decline

-10.21%

-4.66%

-5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.21%

+0.60%

Volatility

NYVTX vs. VWRD.L - Volatility Comparison

The current volatility for Davis New York Venture Fund (NYVTX) is 4.93%, while Vanguard FTSE All-World UCITS ETF (VWRD.L) has a volatility of 5.74%. This indicates that NYVTX experiences smaller price fluctuations and is considered to be less risky than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NYVTXVWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

5.74%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

9.21%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

15.45%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

15.22%

+4.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

15.64%

+4.43%